What has got the watchdog’s goat is that WhatsApp might have obliged users to agree to sharing personal data with its parent company Facebook and imposed "unfair" conditions on users.
WhatsApp said in August it would start sharing phone numbers with the social network, prompting European regulators to declare they would put the matter under scrutiny with an extra tight scrut.
The Italians are concerned that WhatsApp had led users to believe they would have lost their service unless they agreed to terms and conditions including the sharing of personal data.
It is also considering WhatsApp's terms of use including only the provider having the right to terminate the agreement, and "unjustified" interruptions to service.
If the watchdog uncovers any dirty deeds done dirt cheap it could force a fine of $5.47 million.
WhatsApp said the company was working with data protection authorities to address their questions.